CME Australian Dollar Future December 2024


Trading Metrics calculated at close of trading on 16-Apr-2024
Day Change Summary
Previous Current
15-Apr-2024 16-Apr-2024 Change Change % Previous Week
Open 0.6503 0.6480 -0.0023 -0.4% 0.6646
High 0.6503 0.6480 -0.0023 -0.4% 0.6666
Low 0.6484 0.6440 -0.0044 -0.7% 0.6499
Close 0.6484 0.6455 -0.0029 -0.4% 0.6499
Range 0.0019 0.0040 0.0021 110.5% 0.0167
ATR 0.0038 0.0039 0.0000 1.1% 0.0000
Volume 9 27 18 200.0% 128
Daily Pivots for day following 16-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.6578 0.6557 0.6477
R3 0.6538 0.6517 0.6466
R2 0.6498 0.6498 0.6462
R1 0.6477 0.6477 0.6459 0.6468
PP 0.6458 0.6458 0.6458 0.6454
S1 0.6437 0.6437 0.6451 0.6428
S2 0.6418 0.6418 0.6448
S3 0.6378 0.6397 0.6444
S4 0.6338 0.6357 0.6433
Weekly Pivots for week ending 12-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.7056 0.6944 0.6591
R3 0.6889 0.6777 0.6545
R2 0.6722 0.6722 0.6530
R1 0.6610 0.6610 0.6514 0.6583
PP 0.6555 0.6555 0.6555 0.6541
S1 0.6443 0.6443 0.6484 0.6416
S2 0.6388 0.6388 0.6468
S3 0.6221 0.6276 0.6453
S4 0.6054 0.6109 0.6407
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.6666 0.6440 0.0226 3.5% 0.0059 0.9% 7% False True 32
10 0.6666 0.6440 0.0226 3.5% 0.0032 0.5% 7% False True 17
20 0.6666 0.6440 0.0226 3.5% 0.0022 0.3% 7% False True 20
40 0.6702 0.6440 0.0262 4.1% 0.0016 0.2% 6% False True 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6650
2.618 0.6585
1.618 0.6545
1.000 0.6520
0.618 0.6505
HIGH 0.6480
0.618 0.6465
0.500 0.6460
0.382 0.6455
LOW 0.6440
0.618 0.6415
1.000 0.6400
1.618 0.6375
2.618 0.6335
4.250 0.6270
Fisher Pivots for day following 16-Apr-2024
Pivot 1 day 3 day
R1 0.6460 0.6512
PP 0.6458 0.6493
S1 0.6457 0.6474

These figures are updated between 7pm and 10pm EST after a trading day.

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